Heckman's (1979) sample selection model has been employed in three decades of applications of linear regression studies. The formal extension of the method to nonlinear models, however, is of more recent vintage. A generic solution for nonlinear models is proposed in Terza (1998). We have...

The normal-gamma stochastic frontier model was proposed in Greene (1990) and Beckers and Hammond (1987) as an extension of the normalexponential proposed in the original derivations of the stochastic frontier byAigner, Lovell, and Schmidt (1977). The normal-gamma model has the virtue ofproviding...

Heckman s (1979) sample selection model has been employed in three decades of applications of linear regression studies. The formal extension of the method to nonlinear models, however, is of more recentvintage. A generic solution for nonlinear models is proposed in Terza (1998). We have...